Local extinction for superprocesses in random environments.
Mytnik, Leonid, Xiong, Jie (2007)
Electronic Journal of Probability [electronic only]
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Mytnik, Leonid, Xiong, Jie (2007)
Electronic Journal of Probability [electronic only]
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Kolokol'tsov, V.N., Schilling, R.L., Tyukov, A.E. (2002)
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Alòs, Elisa, León, Jorge A., Pontier, Monique, Vives, Josep (2008)
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Darses, Sébastian, Nourdin, Ivan (2007)
Electronic Communications in Probability [electronic only]
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Masao Nagasawa, Hiroshi Tanaka (2000)
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Hamza, Kais, Klebaner, Fima C. (2007)
Journal of Applied Mathematics and Stochastic Analysis
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Evans, Steven N., Perkins, Edwin A. (1998)
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Cocozza-Thivent, Christiane, Eymard, Robert, Mercier, Sophie, Roussignol, Michel (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Baudoin, Fabrice (2002)
Electronic Communications in Probability [electronic only]
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Eisenbaum, Nathalie, Kyprianou, Andreas (2008)
Electronic Communications in Probability [electronic only]
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Dawson, Donald A., Li, Zenghu, Wang, Hao (2001)
Electronic Journal of Probability [electronic only]
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Zambotti, Lorenzo (2008)
Electronic Journal of Probability [electronic only]
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Bernard Roynette, Marc Yor (2010)
ESAIM: Probability and Statistics
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We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we apply this result to a penalisation problem. We study precisely the case of the additive functional: . On the other hand, we describe Feynman-Kac type penalisation results for long Brownian bridges thus completing some similar previous study for standard Brownian motion (see [B. Roynette, P. Vallois and M. Yor, (2006) 171–246]).